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Investment Based Asset Pricing Without Investment Returns

https://doi.org/10.2139/ssrn.5008792
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Do time-varying risk premiums explain labor market performance?
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Time-varying short-horizon predictability☆
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Endogenous Technological Progress and the Cross Section of Stock Returns
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Predictive regressions with time-varying coefficients
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Time-to-produce, inventory, and asset prices
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The expected returns and valuations of private and public firms
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Four centuries of return predictability
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Searching for the equity premium
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Decomposing firm value
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Estimating and testing investment-based asset pricing models
inferredcites →https://doi.org/10.1016/j.jmoneco.2013.01.001openalex-snapshot
The investment manifesto
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Long-run productivity risk: A new hope for production-based asset pricing?
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A neoclassical interpretation of momentum
inferredcites →https://doi.org/10.1016/j.jmoneco.2014.12.002openalex-snapshot
Growth uncertainty, generalized disappointment aversion and production-based asset pricing
inferredcites →https://doi.org/10.1016/j.jmoneco.2015.08.006openalex-snapshot
Asset Pricing in Production Economies with Extrapolative Expectations
inferredcites →https://doi.org/10.1016/j.jmoneco.2016.01.003openalex-snapshot
Does wage rigidity make firms riskier? Evidence from long-horizon return predictability
inferredcites →https://doi.org/10.1016/s0304-3932(01)00097-6openalex-snapshot
Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment
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Asset pricing in production economies
inferredcites →https://doi.org/10.1016/s0304-3932(98)00039-7openalex-snapshot
Risk premia and term premia in general equilibrium
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The Role of the Discount Rate in Investment and Employment Decisions
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By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
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A Cross-Sectional Test of an Investment-Based Asset Pricing Model
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External Habit and the Cyclicality of Expected Stock Returns
inferredcites →https://doi.org/10.1086/649760openalex-snapshot
Investment‐Based Expected Stock Returns
inferredcites →https://doi.org/10.1093/qje/qjx014openalex-snapshot
Credit-Market Sentiment and the Business Cycle*
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Rethinking Production under Uncertainty
inferredcites →https://doi.org/10.1093/rfs/hhm014openalex-snapshot
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
inferredcites →https://doi.org/10.1093/rfs/hhm074openalex-snapshot
Reconciling the Return Predictability Evidence
inferredcites →https://doi.org/10.1093/rfs/hhn087openalex-snapshot
Time-Varying Risk Premiums and the Output Gap
inferredcites →https://doi.org/10.1093/rfs/hhp063openalex-snapshot
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
inferredcites →https://doi.org/10.1093/rfs/hhq033openalex-snapshot
Long-Run Risk through Consumption Smoothing
inferredcites →https://doi.org/10.1093/rfs/hhs098openalex-snapshot
New Orders and Asset Prices
inferredcites →https://doi.org/10.1093/rfs/hht067openalex-snapshot
A Supply Approach to Valuation
inferredcites →https://doi.org/10.1093/rfs/hhu037openalex-snapshot
Ambiguity Aversion and Asset Prices in Production Economies
inferredcites →https://doi.org/10.1093/rfs/hhu068openalex-snapshot
Digesting Anomalies: An Investment Approach
inferredcites →https://doi.org/10.1093/rfs/hhx047openalex-snapshot
External Habit in a Production Economy: A Model of Asset Prices and Consumption Volatility Risk
inferredcites →https://doi.org/10.1093/rfs/hhz091openalex-snapshot
Aggregation, Capital Heterogeneity, and the Investment CAPM
inferredcites →https://doi.org/10.1093/rof/rfaa004openalex-snapshot
An Augmented q -Factor Model with Expected Growth
inferredcites →https://doi.org/10.1093/rof/rfs014openalex-snapshot
The World Business Cycle and Expected Returns
inferredcites →https://doi.org/10.1093/rof/rfx010openalex-snapshot
Macro-Finance
inferredcites →https://doi.org/10.1093/rof/rfy018openalex-snapshot
Asset Growth and Stock Market Returns: A Time-Series Analysis
inferredcites →https://doi.org/10.1111/0022-1082.00347openalex-snapshot
Consumption, Aggregate Wealth, and Expected Stock Returns
inferredcites →https://doi.org/10.1111/eufm.12129openalex-snapshot
The Investment CAPM
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb03750.xopenalex-snapshot
Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations
inferredcites →https://doi.org/10.1111/j.1540-6261.1994.tb05151.xopenalex-snapshot
On Stock Market Returns and Returns on Investment
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00742.xopenalex-snapshot
The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks
inferredcites →https://doi.org/10.1111/jofi.12544openalex-snapshot
Why Does Return Predictability Concentrate in Bad Times?
inferredcites →https://doi.org/10.1111/jofi.12870openalex-snapshot
Consumption Fluctuations and Expected Returns
inferredcites →https://doi.org/10.1146/annurev-financial-110311-101731openalex-snapshot
Economic Activity of Firms and Asset Prices
inferredcites →https://doi.org/10.1162/rest_a_00706openalex-snapshot
Why You Should Never Use the Hodrick-Prescott Filter
inferredcites →https://doi.org/10.1257/aer.20131314openalex-snapshot
Evidence for Countercyclical Risk Aversion: An Experiment with Financial Professionals
inferredcites →https://doi.org/10.1257/aer.91.1.149openalex-snapshot
Habit Persistence, Asset Returns, and the Business Cycle
inferredcites →https://doi.org/10.1257/jel.41.3.788openalex-snapshot
Forecasting Output and Inflation: The Role of Asset Prices
inferredcites →https://doi.org/10.1257/jep.36.3.29openalex-snapshot
The Economics of Intangible Capital
inferredcites →https://doi.org/10.17016/feds.2005.27openalex-snapshot
External Habit and the Cyclicality of Expected Stock Returns
inferredcites →https://doi.org/10.2139/ssrn.1359272openalex-snapshot
Predictive Regressions with Time-Varying Coefficients
inferredcites →https://doi.org/10.2139/ssrn.169791openalex-snapshot
Consumption, Aggregate Wealth and Expected Stock Returns
inferredcites →https://doi.org/10.2139/ssrn.2012740openalex-snapshot
Ambiguity Aversion and Asset Prices in Production Economies
inferredcites →https://doi.org/10.2139/ssrn.2158738openalex-snapshot
Does Wage Rigidity Make Firms Riskier? Evidence from Long-Horizon Return Predictability
inferredcites →https://doi.org/10.2139/ssrn.2327557openalex-snapshot
Evidence for Countercyclical Risk Aversion: An Experiment with Financial Professionals
inferredcites →https://doi.org/10.2139/ssrn.2420467openalex-snapshot
Asset Growth and Stock Market Returns: A Time-Series Analysis
inferredcites →https://doi.org/10.2139/ssrn.423982openalex-snapshot
The Stock Market's Reaction to Unemployment News: 'Why Bad News is Usually Good for Stocks'
inferredcites →https://doi.org/10.2139/ssrn.4287653openalex-snapshot
Estimating and Testing Investment-Based Asset Pricing Models
inferredcites →https://doi.org/10.2139/ssrn.968333openalex-snapshot
Disentangling Investment Returns and Stock Returns: The Importance of Time-to-Build
inferredcites →https://doi.org/10.2307/1912538openalex-snapshot
Tobin's Marginal q and Average q: A Neoclassical Interpretation
inferredcites →https://doi.org/10.2307/1913386openalex-snapshot
Time to Build and Aggregate Fluctuations
inferredcites →https://doi.org/10.2307/1913610openalex-snapshot
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.2307/2329162openalex-snapshot
On Stock Market Returns and Returns on Investment
inferredcites →https://doi.org/10.3386/w3279openalex-snapshot
Asset Prices under Habit Formation and Catching up with the Joneses
inferredcites →https://doi.org/10.3386/w4995openalex-snapshot
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
inferredcites →https://doi.org/10.3386/w8180openalex-snapshot
Forecasting Output and Inflation: The Role of Asset Prices
inferredcites →https://doi.org/10.3982/ecta6248openalex-snapshot
The Impact of Uncertainty Shocks
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